+297.5%
MPWR vs OWL
+32.0%
+265.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +1.7% |
| 7D | -0.6% | -3.9% | +3.3% | +1.2% |
| 30D | -13.1% | -3.7% | -9.4% | -12.1% |
| 3M | -21.7% | +21.4% | -43.1% | -30.0% |
| 6M | +19.5% | +18.3% | +1.2% | +5.6% |
| YTD | +34.9% | -20.1% | +55.0% | +45.5% |
| 1Y | +42.0% | -32.8% | +74.7% | +65.7% |
| 3Y | +148.8% | +8.6% | +140.2% | +129.3% |
| 5Y | +156.8% | -4.5% | +161.3% | +133.5% |
| All | +297.5% | +32.0% | +265.5% | +234.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OWL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling